Back to why 85 is sold in high-altitude areas, as someone mentioned, for a normally-aspirated engine (i.e., no turbo or supercharger), the engine is essentially derated to 85% of so of its maximum power at 5K feet MSL simply by virtue of the thinner air at altitude. Since engine knock potential is directly related to specific power output per displacement, the potential for knock at 85 octane at 5K feel is essentially the same as 87 octane at sea level. So if the mfg says 87 is adequate at sea level, then 85 should be adequate at 5K feet.

In reality, there are tens of factors that affect an engine's propensity to knock so its all a game of getting "acceptable" knock margins for average conditions. Using what the mfgs recommend is not an ironclad guarantee of the engine never knocking under any and all condition, but it gives you fairly high confidence that you're good for most conditions and in the corners of the envelope most engines have protective knock sensors nowadays. And all engines can tolerate some knock now and then. I'm dating myself here, but forty years or so ago - before FI and knock sensors - lots of engines knocked so mfgs and fuel makers got together and were advertising that a little light engine knock now and then was the "sound of peak performance."

Now with turbocharging, things are different. I don't know what type of turbocharging system Mazda uses, but if it increases the amount of boost above atmospheric pressure to compensate for the power loss at altitude (so that the engine can make sea level peak power at altitude), then this derating of engine power with altitude is no longer happening and you really should be sticking to the octane numbers the mfg recommends, even if it means going up a grade at the pump. (This all has to do with whether then turbocharging system has an absolute pressure controller or whether it just bumps pressure a fixed amount above atmospheric).

If I owned a new CX-5 turbo in Denver, I'd be feeding it 87 as a matter of course and would go higher if I knew I was going to be leaning on the engine. But for a normally-aspirated CX5, I'd go with the 85.

before FI and knock sensors - lots of engines knocked so mfgs and fuel makers got together and were advertising that a little light engine knock now and then was the "sound of peak performance."
- Mark

All knock is damaging to an engine. Its an uncontrolled explosion! Geeeeez! I would like to see where this statement above in your response was ever posted???
You want me to date myself LOL here is what one after market Performance manufacture offered to combat engine KNOCK!!!
Edlebock, Holley, Clifford and few other had other products as well.
NIB (new in box) Vintage 1980 or older?
I may even have this exact part in a picture in my
Perfoamnce shop in the early 80's?
oh engine makers and gasoline refiners NEVER got together.